+19.2%
LQD vs VLTO
+54.8%
-35.7%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +0.2% | +5.4% | -5.1% | -0.1% |
| 30D | +2.4% | +22.3% | -19.9% | +1.0% |
| 3M | -0.9% | +19.6% | -20.5% | -2.1% |
| 6M | -2.3% | +35.2% | -37.5% | -4.4% |
| YTD | -1.7% | +17.9% | -19.6% | -2.9% |
| 1Y | -1.6% | +19.5% | -21.2% | -2.9% |
| 3Y | +17.6% | +73.9% | -56.3% | +14.4% |
| All | +19.2% | +54.8% | -35.7% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VLTO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling